+5,793.7%
CRM vs CI
+1,284.6%
+4,509.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.3% |
| 7D | -3.5% | -2.0% | -1.5% | -2.8% |
| 30D | +29.3% | -1.8% | +31.1% | +29.9% |
| 3M | +36.8% | -4.2% | +41.0% | +38.4% |
| 6M | +23.9% | +2.7% | +21.2% | +21.7% |
| YTD | -5.5% | +1.9% | -7.4% | -7.3% |
| 1Y | -0.4% | -6.3% | +5.8% | -0.9% |
| 3Y | +12.8% | +3.9% | +8.9% | +4.9% |
| 5Y | -3.5% | +41.9% | -45.4% | -21.2% |
| 10Y | +238.4% | +140.4% | +98.1% | +113.3% |
| All | +5,793.7% | +1,284.6% | +4,509.2% | +1,733.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling